Discrete Time Risk Model Financed by Random Premiums
نویسندگان
چکیده
We propose a novel actuarial risk model which, unlike the classical Crámer-Lundberg model, incorporates stream of random premiums that offset claims. A key feature is discrete time accounting and claims flow, whereby lending itself to walk type analysis. derive various estimates ruin probability thereby providing an effective method assessment over future horizon.
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ژورنال
عنوان ژورنال: Journal of Mathematical Finance
سال: 2022
ISSN: ['2162-2434', '2162-2442']
DOI: https://doi.org/10.4236/jmf.2022.121008